Xtrackers FTSE Etf Forward View - Triple Exponential Smoothing
| DEEF Etf | USD 37.81 0.01 0.03% |
This page provides Triple Exponential Smoothing reference data for Xtrackers FTSE Developed, calculated from historical daily prices. The forecast output and associated deviation metrics are shown for informational use.
The Triple Exponential Smoothing forecasted value of Xtrackers FTSE Developed on the next trading day is expected to be 37.73 with a mean absolute deviation of 0.30 and the sum of the absolute errors of 17.98.As with simple exponential smoothing, in triple exponential smoothing models past Xtrackers FTSE observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Xtrackers FTSE Developed observations. Xtrackers FTSE's Triple Exponential Smoothing reference data is provided for informational and analytical purposes and does not constitute a trading recommendation. Triple Exponential Smoothing Price Forecast For the 21st of March
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Xtrackers FTSE Developed on the next trading day is expected to be 37.73 with a mean absolute deviation of 0.30 , mean absolute percentage error of 0.16 , and the sum of the absolute errors of 17.98 .Please note that although there have been many attempts to predict Xtrackers Etf prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Xtrackers FTSE's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Etf Forecast Pattern
| Backtest Xtrackers FTSE | Xtrackers FTSE Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Xtrackers FTSE Developed uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. At the moment, the model places downside around 36.72 and upside around 38.75 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Xtrackers FTSE etf data series using in forecasting. Note that when a statistical model is used to represent Xtrackers FTSE etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | 0.0669 |
| MAD | Mean absolute deviation | 0.3048 |
| MAPE | Mean absolute percentage error | 0.008 |
| SAE | Sum of the absolute errors | 17.9841 |
Other Forecasting Options for Xtrackers FTSE
The price movement of Xtrackers is a central concern for all potential investors, regardless of their level of expertise. Xtrackers Etf price charts can be difficult to interpret due to the noise present in the data.Xtrackers FTSE Related Equities
The following equities are related to Xtrackers FTSE within the Foreign Large Value space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Xtrackers FTSE against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
Xtrackers FTSE Market Strength Events
Market strength indicators applied to Xtrackers FTSE etf help investors assess the relative momentum and resilience of the security in different market environments. By using these indicators, traders can make more informed decisions about when to buy or sell Xtrackers FTSE Developed.
Xtrackers FTSE Risk Indicators
Risk indicator analysis for Xtrackers FTSE is essential for accurately projecting its future price trajectory. By identifying the level of risk embedded in Xtrackers FTSE's investment, investors can make informed decisions about position sizing and risk mitigation.
| Mean Deviation | 0.729 | |||
| Semi Deviation | 1.04 | |||
| Standard Deviation | 0.9941 | |||
| Variance | 0.9882 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 1.08 | |||
| Expected Short fall | -0.72 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Xtrackers FTSE
The amount of media and story coverage tied to Xtrackers FTSE Developed can signal where market attention is concentrating at the moment. A disciplined read of coverage separates durable relevance from temporary noise.
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More Resources for Xtrackers Etf Analysis
A structured review of Xtrackers FTSE Developed begins with its financial statements and overall trends. Financial ratios summarize performance across earnings and efficiency.Historical Fundamental Analysis of Xtrackers FTSE offers a historical basis for evaluating projection assumptions about Xtrackers FTSE. Fundamental trends over prior periods offer a reference for evaluating Xtrackers FTSE's projections. Xtrackers FTSE currently shows P/E of 16.19. Xtrackers FTSE data on this page supports broader research - the resources below add portfolio-level context. A thorough Xtrackers FTSE review pairs this page with the quantitative and comparative resources listed below. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
The gap between Xtrackers FTSE's market value and book value reflects how the market perceives future potential versus historical cost. Xtrackers FTSE P/B of 1.62 shows the market assigns a modest premium over accounting equity. Where intrinsic value falls relative to market price and book value helps frame the analytical picture. Combining these views produces a more balanced understanding of Xtrackers FTSE's position.
Xtrackers FTSE intrinsic value attempts to capture underlying worth, separate from current trading levels. For Xtrackers FTSE, key inputs include a P/E ratio of 16.19, and a P/B ratio of 1.62. The quoted Xtrackers FTSE price is the exchange level where supply meets demand. The information is analytical in nature and is not intended as a specific recommendation.